CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0617 |
1.0676 |
0.0059 |
0.6% |
1.0754 |
| High |
1.0689 |
1.0713 |
0.0025 |
0.2% |
1.0777 |
| Low |
1.0601 |
1.0642 |
0.0041 |
0.4% |
1.0605 |
| Close |
1.0678 |
1.0652 |
-0.0027 |
-0.2% |
1.0620 |
| Range |
0.0088 |
0.0072 |
-0.0016 |
-18.3% |
0.0172 |
| ATR |
0.0079 |
0.0079 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
4,779 |
10,142 |
5,363 |
112.2% |
9,073 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0883 |
1.0839 |
1.0691 |
|
| R3 |
1.0812 |
1.0767 |
1.0671 |
|
| R2 |
1.0740 |
1.0740 |
1.0665 |
|
| R1 |
1.0696 |
1.0696 |
1.0658 |
1.0682 |
| PP |
1.0669 |
1.0669 |
1.0669 |
1.0662 |
| S1 |
1.0624 |
1.0624 |
1.0645 |
1.0611 |
| S2 |
1.0597 |
1.0597 |
1.0638 |
|
| S3 |
1.0526 |
1.0553 |
1.0632 |
|
| S4 |
1.0454 |
1.0481 |
1.0612 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1182 |
1.1072 |
1.0714 |
|
| R3 |
1.1010 |
1.0901 |
1.0667 |
|
| R2 |
1.0839 |
1.0839 |
1.0651 |
|
| R1 |
1.0729 |
1.0729 |
1.0636 |
1.0698 |
| PP |
1.0667 |
1.0667 |
1.0667 |
1.0652 |
| S1 |
1.0558 |
1.0558 |
1.0604 |
1.0527 |
| S2 |
1.0496 |
1.0496 |
1.0589 |
|
| S3 |
1.0324 |
1.0386 |
1.0573 |
|
| S4 |
1.0153 |
1.0215 |
1.0526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0734 |
1.0601 |
0.0133 |
1.2% |
0.0070 |
0.7% |
38% |
False |
False |
4,574 |
| 10 |
1.0880 |
1.0601 |
0.0279 |
2.6% |
0.0074 |
0.7% |
18% |
False |
False |
3,048 |
| 20 |
1.1111 |
1.0601 |
0.0510 |
4.8% |
0.0084 |
0.8% |
10% |
False |
False |
2,129 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0083 |
0.8% |
11% |
False |
False |
1,386 |
| 60 |
1.1111 |
1.0545 |
0.0566 |
5.3% |
0.0081 |
0.8% |
19% |
False |
False |
1,173 |
| 80 |
1.1111 |
0.9920 |
0.1191 |
11.2% |
0.0083 |
0.8% |
61% |
False |
False |
922 |
| 100 |
1.1111 |
0.9826 |
0.1285 |
12.1% |
0.0079 |
0.7% |
64% |
False |
False |
797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1017 |
|
2.618 |
1.0900 |
|
1.618 |
1.0829 |
|
1.000 |
1.0785 |
|
0.618 |
1.0757 |
|
HIGH |
1.0713 |
|
0.618 |
1.0686 |
|
0.500 |
1.0677 |
|
0.382 |
1.0669 |
|
LOW |
1.0642 |
|
0.618 |
1.0597 |
|
1.000 |
1.0570 |
|
1.618 |
1.0526 |
|
2.618 |
1.0454 |
|
4.250 |
1.0338 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0677 |
1.0657 |
| PP |
1.0669 |
1.0655 |
| S1 |
1.0660 |
1.0653 |
|